Quant Researcher - Credit Strategies

New York, USA
Sep 12, 2019
Sep 25, 2019
Job Function
Hedge Funds
Industry Sector
Finance - General
Employment Type
Full Time
This is an opportunity to join a high performance group of talented Quants with responsibility for the development of a range of analytical tools to drive portfolio optimization, back-testing, risk-testing and stress-testing.

In addition to the varied analytical aspects of the role, the Quant Researcher will also continually develop strong relationships with internal PM's/Trading, other Quant and Technology groups.

Successful candidates will bring the following:
  • 5+ years' experience in quantitative modelling, or related function at a bank or asset manager
  • Minimum of an advanced degree (Master's and/or PhD) in computer science, engineering, math, science or statistics from a top-tier university;
  • Professional certification, ie: CFA strongly preferred;
  • Deep understanding of the pricing and risk mechanics of credit products and associated derivatives (CDS, CDX, index and bespoke tranches, etc.)
  • Strong attention to detail;
  • Outstanding communication and relationship-building skills;
  • This is a highly technical role and requires an advanced technical toolkit. Programming experience (ie: C++ and/or Python) is essential.

For a more detailed discussion in confidence, please apply with your resume.